Play the tutorial levels to learn the core basics.
Stealth can be fun but it requires a lot more knowledge of how the game works than normal loud heists. All stealth levels can be soloed so don't try stealth with random pubbies.
You can create different skillsets by going to the skills menu and hitting S. You can rename each skillset so you have one for stealth, one for medic, one for ammo bags, one for drill skills etc.
You can do the same with inventory profiles - bottom center of inventory screen. You can also choose a different skillset with each profile so you can customize a loadout for stealth, one for drills, one for a medic/team leader type.
The single most useful skill in the game is Inspire aced since you instantly pick up a downed player from about 9 meters away. It can only be used once every 20 seconds though.
Learn about perk decks and focus on filling out one perk deck to max before you start on another. Good starter perk decks: muscle, armorer, anarchist, crew chief, gambler, in that order. Hitman and yakuza are garbage. Others vary, but require specific builds to work well.
Don't forget to equip the perk deck.
Try to focus on doing a few things well rather than scatter skill points around. Good skills to aim for
Inspire, aced
Iron Man, Aced
overkill basic (if you use shotguns)
Swan Song, Aced (especially with inspired ace, then you can pick someone up and then move to a safe spot so teammate can pick you up)
Frenzy and Berserker aced (very powerful but very dangerous - low health. Best combined with anarchist, since armor is not affected by health penalty)
Body Expertise, Aced
Try to bring double medic bags or double ammo bags. They are always useful on loud jobs. First aid kits are more for dodge builds and I don't recommend bothering with dodge until you get used to the game.
Sentry turrets are okay for lower difficulties but joker cops are EXTREMELY powerful IF AND ONLY IF you get every single joker skill aced. If you ace all 3 skills (joker, partners in crime, and confident) you can have 2 cops with 99% damage resistance. They can tank a lot of enemy aggression.
stick to overkill (3 skulls) and lower until you are at least level 90 and are comfortable with the game. Mayhem (4 skulls) and higher difficulties ramp up QUICK. One Down (6 skulls) is total bullshit and should be avoided unless you are dumb and a masochist like me.
Infamy up to level 5 gives bonus skill points. If you infamy, buy a bunch of guns before you reset so you can sell them and get your cash back after you go infamous. Infamy 6 and beyond is just for bonus masks and cheevos.
Good luck with the heistery!